Related papers: Dzhaparidze-van Zanten type inequalities for self-…
This survey discusses the classical Bernstein and Markov inequalities for the derivatives of polynomials, as well as some of their extensions to general sets.
The Bernstein-B\'ezier form of a polynomial is widely used in the fields of computer aided geometric design, spline approximation theory and, more recently, for high order finite element methods for the solution of partial differential…
The maximal inequalities for diffusion processes have drawn increasing attention in recent years. However, the existing proof of the $L^p$ maximum inequalities for the Ornstein-Uhlenbeck process was dubious. Here we give a rigorous proof of…
We prove Fuk-Nagaev and Rosenthal-type inequalities for sums of independent random matrices, focusing on the situation when the norms of the matrices possess finite moments of only low orders. Our bounds depend on the ``intrinsic''…
We construct parabolic analogues of (global) eigenvarieties, of patched eigenvarieties and of (local) trianguline varieties, that we call respectively Bernstein eigenvarieties, patched Bernstein eigenvarieties, and Bernstein paraboline…
This paper gives new concentration inequalities for the spectral norm of a wide class of matrix martingales in continuous time. These results extend previously established Freedman and Bernstein inequalities for series of random matrices to…
The Dvoretzky--Kiefer--Wolfowitz--Massart inequality gives a sub-Gaussian tail bound on the supremum norm distance between the empirical distribution function of a random sample and its population counterpart. We provide a short proof of a…
Random measures provide flexible parameters for Bayesian nonparametric models. Given two different priors for a random measure, we develop a natural framework to investigate the rate at which the corresponding posteriors merge, as the…
We show somewhat unexpectedly that whenever a general Bernstein-type maximal inequality holds for partial sums of a sequence of random variables, a maximal form of the inequality is also valid.
In this paper, we establish moment and Bernstein-type inequalities for additive functionals of geometrically ergodic Markov chains. These inequalities extend the corresponding inequalities for independent random variables. Our conditions…
In this paper, we establish novel concentration inequalities for additive functionals of geometrically ergodic Markov chains similar to Rosenthal inequalities for sums of independent random variables. We pay special attention to the…
In this paper, we study moment and concentration inequalities for the spectral norm of sums of dependent random matrices. We establish novel Rosenthal-Burkholder inequalities for discrete-time matrix local martingales,…
We use the generic chaining device proposed by Talagrand to establish exponential bounds on the deviation probability of some suprema of random processes. Then, given a random vector $\xi$ in $\R^{n}$ the components of which are independent…
In this paper, inspired by the work of Da Lio-Rivi\`{e}re-Wettstein, we investigate the boundary-value characterizations of weighted Bergman spaces and establish a weighted Da Lio-Rivi\`{e}re-Wettstein inequality. In addition, we obtain…
For the Narain-Horvitz-Thompson estimator to have usual asymptotic properties such as consistency, some conditions on the sampling design and on the variable of interest are needed. Cardot et al. (2010) give some sufficient conditions for…
Using martingale methods, we provide bounds for the entropy of a probability measure on $\mathbb {R}^d$ with the right-hand side given in a certain integral form. As a corollary, in the one-dimensional case, we obtain a weighted log-Sobolev…
Without probability theory, we define classes of supermartingales, martingales, and semimartingales in idealized financial markets with continuous price paths. This allows us to establish probability-free versions of a number of standard…
The local Rademacher complexity framework is one of the most successful general-purpose toolboxes for establishing sharp excess risk bounds for statistical estimators based on the framework of empirical risk minimization. Applying this…
We establish a Bernstein-type inequality for a class of stochastic processes that include the classical geometrically $\phi$-mixing processes, Rio's generalization of these processes, as well as many time-discrete dynamical systems. Modulo…
This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for some intermediate eigenvalues. Relying on the GUE example,…